Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions (Q5130252)
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scientific article; zbMATH DE number 7269626
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English | Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions |
scientific article; zbMATH DE number 7269626 |
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Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions (English)
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4 November 2020
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autoregressive processes
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bootstrap
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least absolute deviation
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dependent random variables
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unit root
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